Article, 2020

A nested copula duration model for competing risks with multiple spells

COMPUTATIONAL STATISTICS & DATA ANALYSIS, ISSN 0167-9473, Volume 150, 10.1016/j.csda.2020.106986

Contributors

Lo, Ming Sum Simon 0000-0003-1273-4645 [1] Mammen, Enno [2] Wilke, Ralf A. (Corresponding author) [3]

Affiliations

  1. [1] City Univ Hong Kong, Dept Econ & Finance, Hong Kong, Peoples R China
    2. [NORA names: China; Asia, East];
  2. [2] Heidelberg Univ, Inst Appl Math, Heidelberg, Germany
    3. [NORA names: Germany; Europe, EU; OECD];
  3. [3] Copenhagen Business Sch, Dept Econ, Copenhagen, Denmark
    4. [NORA names: CBS Copenhagen Business School; University; Denmark; Europe, EU; Nordic; OECD]

Abstract

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Keywords

Frailty, Multiple occurrences, Nested archimedean copula

Data Provider: Clarivate

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